Research and Markets: Managing Liquidity in Banks: A Top Down Approach

DUBLIN--(Business Wire)--
Research and Markets
(http://www.researchandmarkets.com/research/b6a71c/managing_liquidity) has
announced the addition of John Wiley and Sons Ltd's new report "Managing
Liquidity in Banks: A Top Down Approach" to their offering.

Due to the current credit crisis, liquidity is at the top of a bank's agenda.
Under severe liquidity stress, a bank is challenged in many ways and on
different levels, and simply focusing on liquidity management at the business
unit or product level does not address the problem. Here is a practical
reference that details how the whole business can be protected by creating a
financial policy and liquidity framework that protects the organization from
liquidity risk at all levels with a top-down approach. The book includes the
case of Commerzbank, under stress in late 2002, and shows which measures and
actions were successful or not and why.

This book is a practical reference which will enable senior managers within
banks and other organizations to develop a business framework which takes into
account liquidity risk at every level of the organization which includes
liquidity risk. Liquidity risk is in the limelight as rarely before, however
even recently published books on liquidity emphasize the management aspects and
largely neglect a simple fact: under severe liquidity stress, a bank is
challenged in many ways and on different levels. Simply focusing on liquidity
management at business unit or product level does not take these aspects into
sufficient consideration. This book addresses this by showing how the whole
business must and can be protected by creating a financial policy and liquidity
framework which protects the organization from liquidity risk at all levels with
a top down approach.

Section 1: An introduction to Liquidity Risk and interrelated risks such as
solvency, interest rate risk etc. are explained and the relationship and its
difference respectively discussed.

Section 2: Creating a business framework which can include liquidity policy.
This section also shows the interrelationship between liquidity and other
aspects of the business.

Section 3: Defining Liquidity policy in your organization. This section
addresses limit setting, defining stressed conditions and reporting. The section
concludes with the necessary elements of building a contingency plan. As banks
are not easily comparable, there will be a set of possible solutions that can be
applied according to the specific circumstances of the individual bank.

Section 4 : The impact of various forms of stress are shown and the liquidity
balance-sheet is developed and the key risk areas are defined. Simple
mathematical concepts and modelling techniques are explained and the author then
shows how to measure and quantify the risk through these techniques.

Section 5: The case of Commerzbank under stress in late 2002 is presented to
show the workings of a bank under real conditions of stress. The case study
shows which measures and actions were successful or not and why.

Key Topics Covered:

* Liquidity and Risk: Some Basics
* Liquidity in the Context of Business and Financial Policy
* Liquidity as an Element of Banking Risk
* A Policy Framework for Liquidity
* Conceptual Considerations on Liquidity Management
* Quantitative Aspects of Liquidity Management
* The Concept in Practice
* Acting Within the Supervisory Framework

For more information visit
http://www.researchandmarkets.com/research/b6a71c/managing_liquidity

Laura Wood
Senior Manager
press@researchandmarkets.com
Fax from USA: 646-607-1907
Fax from rest of the world: +353-1-481-1716

Copyright Business Wire 2009